+54.8%
GDX vs CRBG
+3.6%
+51.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -0.4% | +5.7% | -6.1% | -1.6% |
| 30D | +18.6% | +2.6% | +16.0% | +17.8% |
| 3M | +14.9% | +31.6% | -16.7% | +9.0% |
| 6M | -6.3% | +32.8% | -39.1% | -11.5% |
| YTD | +15.7% | +16.5% | -0.7% | +10.8% |
| 1Y | +54.8% | +6.1% | +48.8% | +48.1% |
| All | +54.8% | +3.6% | +51.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling